If you're looking to include the header as well in this border then you might have to change to 'fixed width mode' instead of full width sections in the layout editor. This will activate the page canvas and allow you to put a border around the entire page content

Gary, it would help if you showed us specifically where you want the border using a mockup or modified screenshot. We can't tell you which element to modify or wrap in a div unless we know where you want the border. As you point out, there are several elements.